+732.4%
EXPE vs ETR
+578.6%
+153.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -17.8% | +0.1% | -17.8% | -17.7% |
| 30D | -3.2% | +7.7% | -10.9% | -6.4% |
| 3M | -19.0% | +5.7% | -24.7% | -21.1% |
| 6M | +17.7% | -0.3% | +18.0% | +17.4% |
| YTD | -7.8% | +23.4% | -31.1% | -18.3% |
| 1Y | -1.4% | +18.5% | -19.8% | -11.0% |
| 3Y | +121.9% | +155.6% | -33.6% | +31.5% |
| 5Y | +44.3% | +158.7% | -114.4% | -17.0% |
| 10Y | +125.4% | +377.8% | -252.4% | -7.5% |
| All | +732.4% | +578.6% | +153.8% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling